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Nonlinear Analysis: Modelling and Control, 2008, Vol. 13, No.

2, 241–252

Analogue Electrical Circuit for Simulation of the


Duffing-Holmes Equation

E. Tamaševičiūtė1 , A. Tamaševičius2 , G. Mykolaitis2 , S. Bumelienė2 , E. Lindberg3


1
Department of Radiophysics, Faculty of Physics, Vilnius University
Saulėtekio ave. 9, LT-10222 Vilnius, Lithuania
elena.tamaseviciute@ff.vu.lt
2
Plasma Phenomena and Chaos Laboratory, Semiconductor Physics Institute
A. Goštauto str. 11, LT-01108 Vilnius, Lithuania
tamasev@pfi.lt; gytis@pfi.lt; skaidra@pfi.lt
3
Ørsted•DTU Department, 348 Technical University of Denmark
DK-2800, Lyngby, Denmark
el@oersted.dtu.dk

Received: 15.10.2007 Revised: 31.01.2008 Published online: 02.06.2008


Abstract. We describe an extremely simple second order analogue electrical circuit for
simulating the two-well Duffing-Holmes mathematical oscillator. Numerical results and
analogue electrical simulations are illustrated with the snapshots of chaotic waveforms,
with the phase portraits (the Lissajous figures) and with the stroboscopic maps (the
Poincaré sections).
Keywords: nonlinear dynamics, chaos, electrical circuits.

1 Introduction
Electrical circuits generating complex and chaotic waveforms are convenient tools for
imitating temporal evolution of nonlinear dynamical systems and for simulating differen-
tial equations. An example is the well known Mackey-Glass (MG) system [1, 2] given
by a delay differential equation. An analogue electrical circuit, which imitates dynamical
behaviour of the MG system, has been designed, built and investigated in [3,4]. It has been
used to test experimentally various techniques developed to control chaos, specifically
to stabilise either unstable steady states [4, 5] or unstable periodic orbits [6], to tune
the correlation dimension of the strange attractor [7], to synchronize coupled infinite-
dimensional hyperchaotic dynamical systems [8–10].
In this paper, we describe an extremely simple analogue electrical circuit dedicated
for simulation the Duffing-Holmes (DH) equation [11–14]. There are three different
approaches developed to process the DH equation and its solutions electrically. The
first technique is a hybrid one making use of simulation the DH equation in a digital
computer and a of digital-to-analogue conversion of the digital output for its further

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E. Tamaševičiūtė, A. Tamaševičius, G. Mykolaitis, S. Bumelienė, E. Lindberg

analogue processing [15, 16]. The second method employs purely analogue means based
on analogue computer design [17, 18]. For example, analogue computer has been used to
simulate the DH equation and to investigate scrambling effects of chaotic signals in linear
feedback shift registers [17, 18]. Later analogue computer, simulating the DH equation
and displaying the electrical output voltages on the screen of an oscilloscope, has been
suggested for chaos demonstration in the undergraduate student laboratories [19].
Evidently, the first and the second techniques are rather general and can be applied
to other differential equations as well. In contrast, the third approach is based on building
some specific analogue electrical circuit for a given differential equation. Despite its
limitation to a specific equation, the ”intrinsic” electrical circuits have an attractive ad-
vantage due to their simplicity and cheapness. Such circuits comprise only small number
of discrete electrical components: resistors, capacitors, inductors, semiconductor diodes,
also may include a single (sometimes several) operational amplifier.
We note, that any analogue computer is a standard collection of the following main
blocks: inverting RC integrators, inverting adders, invertors, inverting and noninverting
amplifiers, multipliers, and (if necessary) piecewise linear nonlinear units. Programming
of the differential equations on an analogue computer is simply wiring these units accor-
ding to strictly predetermined rules. Differences between the ”intrinsic” analogue electri-
cal circuits, simulating behaviour of dynamical systems, and the conventional analogue
computers are discussed and emphasised in [20].

2 Equations and numerical results


The Duffing-Holmes oscillator is given either by the second order nonautonomous diffe-
rential equation [11–14]:

ẍ + bẋ − x + x3 = a sin ωt (1)

or by an equivalent set of two first order nonautonomous equations

ẋ = y, (2a)
ẏ = F (x) − by + a sin ωt (2b)

with F (x) = x − x3 . In (1) and (2) b, a, and ω are the damping coefficient, the amplitude
and the frequency of the external driving force, respectively. Equations (1) or (2) describe
an externally driven particle in a two-well nonparabolic potential (sketched in Fig. 1):

x2 x4
Z
W (x) = − F (x)dx = − + . (3)
2 4

By adjusting any of the control parameters, namely a, ω or b, one can observe


periodic and chaotic oscillations. Numerical results obtained from (2) using the software
package MATHEMATICA are shown in Fig. 2 and Figs. 3–7.

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Analogue Electrical Circuit for Simulation of the Duffing-Holmes Equation

Fig. 1. Two-well nonparabolic potential W (x) from (3).

Fig. 2. Chaotic waveform x(t) from (2). a = 0.45, b = 0.1, ω = 1.3.

(a) (b)

Fig. 3. (a) Phase portraits (Lissajous figures), (b) stroboscopic maps (Poincaré sections)
from (2) at drive amplitude a = 0.200. b = 0.1, ω = 1.3.

(a) (b)

Fig. 4. (a) Phase portraits (Lissajous figures), (b) stroboscopic maps (Poincaré sections)
from (2) at drive amplitude a = 0.250. b = 0.1, ω = 1.3.

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E. Tamaševičiūtė, A. Tamaševičius, G. Mykolaitis, S. Bumelienė, E. Lindberg

(a) (b)

Fig. 5. (a) Phase portraits (Lissajous figures), (b) stroboscopic maps (Poincaré sections)
from (2) at drive amplitude a = 0.300. b = 0.1, ω = 1.3.

(a) (b)

Fig. 6. (a) Phase portraits (Lissajous figures), (b) stroboscopic maps (Poincaré sections)
from (2) at drive amplitude a = 0.305. b = 0.1, ω = 1.3.

(a) (b)

Fig. 7. (a) Phase portraits (Lissajous figures), (b) stroboscopic maps (Poincaré sections)
from (2) at drive amplitude a = 0.450. b = 0.1, ω = 1.3.

3 Electrical circuit and its equations


The suggested circuit is shown in Fig. 8. It is an externally driven damped RLC oscillator
with all elements linear. The nonlinearity is involved by the positive feedback loop
consisting of the resistor R3 and two diodes D1-D2. The operational amplifier OA
plays the role of both, the buffer for the external sinusoidal force and the amplifying
stage for the positive nonlinear feedback. The electrical circuit resembles the Young-
Silva oscillator [21], but is essentially simpler. It includes a single operational amplifier,
two diodes, and four resistors only, in contrast to the Young-Silva circuit containing four
operational amplifiers, four diodes, and nine resistors.

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Analogue Electrical Circuit for Simulation of the Duffing-Holmes Equation

Fig. 8. Circuit diagram of the Duffing-Holmes oscillator.

Differential equations describing the circuit can be easily obtained using the Kirch-
hoff’s laws:
dVC
C = IL , (4a)
dt
dIL
L = FE (VC ) − IL R + A sin(ωt − π), (4b)
dt
where VC is the voltage across the capacitorpC and IL is the current through the inductor
L. In (4a) an assumption that R3 >> ρ = L/C has been made. The constant phase π
in the external force A sin(ωt−π) can be omitted since it does not influence the dynamics
of the system. The nonlinear function FE (VC ) can be given by a three-segment piecewise
linear approximation:

−(VC + kV ), VC < −V ,
 ∗ ∗

FE (VC ) = (k − 1)VC , −V ∗ ≤ VC ≤ V ∗ , (5)



−(VC − kV ∗ ), VC > V ∗ ,

where k = R2 /R1 + 1 is the gain of the amplifying stage and V ∗ is the voltage drop
across an opened diode (for silicon diodes V ∗ ≈ 0.5 V at 0.1 mA). It is convenient to
choose k = 2 by setting R2 = R1 . In (5) it is assumed that Rd0 >> R3 >> Rd1 ,
where Rd0 and Rd1 are the resistances of the diode in the closed and the opened states,
respectively. By introducing the following set of dimensionless variables and parameters
VC ρIL
x= , y= ,
2V ∗ 2V ∗
t √
√ → t, ω LC → ω,
LC
r
A R L
a= , b= , ρ= ,
2V ∗ ρ C
equations convenient for analysis and numerical simulation are obtained:

ẋ = y, (6a)
ẏ = FE (x) − by + a sin ωt (6b)

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E. Tamaševičiūtė, A. Tamaševičius, G. Mykolaitis, S. Bumelienė, E. Lindberg

with

−(x + 1), x < −0.5,

FE (x) = x, −0.5 ≤ x ≤ 0.5, (7)

−(x − 1), x > 0.5.

The structure of the circuit equations (6) is exactly the same as of (2). The corresponding
nonparabolic potential WE (x) has somewhat different form compared to (3) (especially
at larger values of x) and is presented by a piecewise parabolic function (see also Fig. 9):

(x + 1)2 − 0.5, x < −0.5,
1 2
Z
WE (x) = − FE (x)dx = −x , −0.5 ≤ x ≤ 0.5, (8)
2 2
(x − 1) − 0.5, x > 0.5.

Fig. 9. Two-well nonparabolic potential WE (x) from (8).

4 SPICE simulation results


The circuit in Fig. 8 has been simulated using the “Electronics Workbench Professional”
package which is based on the SPICE software. The following circuit element values have
been used: L = 19 mH, C = 470 nF (resonance frequency f0 ≈ 1.7 kHz, ρ ≈ 200 Ω),
R1 = R2 = R3 = 10 kΩ, R = 20 Ω, f = ω/2π = 1.5 kHz. The operational amplifier
OA is the LM741 type chip, the diodes D1 and D2 are general-purpose 1N4148 or similar
type silicon devices. Simulation results are shown in Fig. 10 and Figs. 11–15.

Fig. 10. Chaotic waveform VC (t), A = 240 mV.

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Analogue Electrical Circuit for Simulation of the Duffing-Holmes Equation

(a) (b)
Fig. 11. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 120 mV.

(a) (b)
Fig. 12. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 140 mV.

(a) (b)
Fig. 13. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 160 mV.

(a) (b)
Fig. 14. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 196 mV.

247
E. Tamaševičiūtė, A. Tamaševičius, G. Mykolaitis, S. Bumelienė, E. Lindberg

(a) (b)
Fig. 15. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 240 mV.

5 Experimental results
A series of experimental results are presented in the Fig. 16 and Figs. 17–21.

Fig. 16. Experimental chaotic waveform VC (t). A = 200 mV.

(a) (b)

Fig. 17. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 120 mV.

Current IL (t) has been taken by means of a differential amplifier as a voltage drop
VR (t) across resistor R. The plots represent either periodic or chaotic mode of oscillations.
With the increase of the drive amplitude A the oscillator undergoes period-doubling route
(Figs. 17, 18) to chaos, typical scenario for many nonlinear systems. Odd-period, e.g.
the period-5 “two-heart” oscillations (Fig. 20) intersperse between the chaotic modes
(Figs. 19, 21). The Poincaré sections have been taken at the sampling rate of one dot
per period of the external driving force and contain 50 overlapping dots in the periodic
and 1500 scattered dots in the chaotic plots.

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Analogue Electrical Circuit for Simulation of the Duffing-Holmes Equation

(a) (b)

Fig. 18. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 140 mV.

(a) (b)

Fig. 19. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 150 mV.

(a) (b)

Fig. 20. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 160 mV.

(a) (b)

Fig. 21. (a) Lissajous figures, (b) Poincaré sections at external drive amplitude
A = 200 mV.

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E. Tamaševičiūtė, A. Tamaševičius, G. Mykolaitis, S. Bumelienė, E. Lindberg

Agreement between numerical integration of (2), the SPICE simulation of the circuit
in Fig.8 and experimental results taken from a hardware electrical circuit is quite good,
including the “two-heart” attractor, which can be observed in a very small region of
control parameters a, b and ω.

6 Concluding remarks
We have designed and investigated an electrical circuit, which can be treated as an elec-
trical analogue of the Duffing-Holmes mathematical oscillator. The circuit is extremely
simple, easy to build and operate. Nevertheless, it exhibits typical behaviour of chaotic
systems, including period-doubling route to chaos, narrow odd-period windows in chaotic
regime, etc. We have shown that many basic qualitative characteristics, such as the wave-
forms, the phase portraits (the Lissajous figures), and the stroboscopic maps (the Poincaré
sections) can been easily taken in experiment. These characteristics coincide very well
with the numerically obtained characteristics from the Duffing-Holmes equation. This
allows us to conclude that dynamical behaviour of the Duffing-Holmes type systems is
not sensitive to the details of the nonparabolic potential.
Very recently the developed analogue circuit has been employed in hardware exper-
iments to test novel chaos control techniques [22, 23]. Stabilisation of unstable periodic
orbits in the Duffing-Holmes chaotic oscillator, namely the orbits in the side wells of
the two-well potential has been demonstrated experimentally in [22] by means of the
resonant negative feedback method. Stabilisation of the central, torsion-free orbit (an
orbit characterized by an odd number of positive Floquet exponents) by means of the
unstable delayed feedback control technique has been verified experimentally in [23].

Acknowledgments
We thank professor K. Pyragas for drawing our attention to paper [21]. E. Tamaševičiūtė
is grateful to the Gifted Student Fund-Lithuania for partial support and to M. Meškauskas
for help with the MATHEMATICA software package.

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